[R] estimate likelihood

Alaa Sindi alaasindi at gmail.com
Thu Mar 3 19:30:16 CET 2016


Hi all,

Is it possible to estimate the likelihood parameter and test for significant as follows:

x <- c(1.6, 1.7, 1.7, 1.7, 1.8, 1.8, 1.8, 1.8)
y <- c( 6, 13, 18, 28, 52, 53, 61, 60)
n <- c(59, 60, 62, 56, 63, 59, 62, 60)

# note: there is no need to have the choose(n, y) term in the likelihood
fn <- function(p)


z = p[1]+p[2]*x
sum( - (y*z) - n*log(1+exp(z*x))) 

out <- nlm(fn, p = c(-50,20), hessian = TRUE, print.level=2)

out

eigen(out$hessian)
sqrt(diag(solve(out$hessian)))


Thanks


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